+78.9%
INFY vs TXT
+107.7%
-28.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.8% |
| 7D | -5.4% | +2.5% | -7.9% | -6.1% |
| 30D | -9.9% | -8.9% | -1.0% | -7.3% |
| 3M | -4.6% | -13.6% | +9.0% | -0.6% |
| 6M | -18.5% | -13.1% | -5.4% | -15.6% |
| YTD | -36.5% | -7.0% | -29.5% | -36.0% |
| 1Y | -32.8% | -1.4% | -31.4% | -33.6% |
| 3Y | -32.2% | +7.0% | -39.2% | -35.8% |
| 5Y | -44.7% | +15.4% | -60.1% | -49.7% |
| All | +78.9% | +107.7% | -28.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling